client_id
string
persona_style
string
account_type
string
base_currency
string
as_of_date
string
total_equity_usd
int64
cash_usd
int64
invested_usd
int64
leverage_x
float64
allocation_equity_pct
float64
allocation_fixed_income_pct
float64
allocation_alts_pct
float64
allocation_cash_pct
float64
top_positions
string
region_exposure_pct
string
factor_exposure_z
string
constraints
string
max_position_pct
int64
max_sector_pct
int64
drift_tolerance_pct
float64
stoploss_policy
string
risk_budget_var_95_bps
int64
max_drawdown_limit_pct
float64
market_regime
string
vix_level
float64
rates_10y_pct
float64
inflation_yoy_pct
float64
credit_spread_ig_bps
int64
signal_alpha_bps
int64
signal_confidence_1_100
int64
risk_score_1_100
int64
breach_flag
bool
action_proposed
string
action_details
string
expected_impact_alpha_bps
int64
expected_risk_change_bps
int64
execution_venue
string
order_type
string
order_fill_ratio_pct
int64
self_correction_trigger
string
self_correction_action
string
self_correction_reason
string
outcome_after_7d_pnl_bps
int64
outcome_after_7d_var_change_bps
int64
outcome_after_30d_pnl_bps
int64
user_feedback_1_5
int64
advisor_override_flag
bool
notes
string
P9701
Active
Roth
USD
2025-12-21
1,940,897
210,736
1,730,161
1
60.1
25.1
9.6
5.2
VTI:27.1%;AAPL:20.8%;GLD:27.1%;TSLA:25.0%
US:64.8;EU:17.8;APAC:5.6;EM:10.2;Other:1.6
Value:+0.6;Growth:-0.7;Quality:-0.7;Size:-0.9;Momentum:-0.5;LowVol:-0.6
MaxPos5%;NoDerivatives
6
30
5.8
trailing 9%
214
27.3
Volatile
30.3
3.97
2.9
139
42
79
69
false
Buy
Add to core equity +1%
4
-10
BrokerB
MKT
92
null
null
Normal monitoring
91
14
194
5
false
Monitor dispersion and breadth
P9702
Active
401k
USD
2024-08-07
2,052,996
231,498
1,821,498
1.07
64.2
28.9
0
6.9
MSFT:28.8%;IEF:28.8%;AAPL:18.1%;VTI:24.3%
US:62.9;EU:13.5;APAC:12.9;EM:5.8;Other:4.9
Value:+0.3;Growth:+0.2;Quality:-0.2;Size:-0.1;Momentum:-0.0;LowVol:+0.3
MaxPos6%
10
30
4.7
hard 12%
214
19.8
Bull
17.7
4.47
2.8
104
5
59
54
false
Rebalance
Shift +1% to bonds from equity
-15
-34
BrokerD
LMT
94
null
null
Normal monitoring
-38
-6
1
5
false
Monitor dispersion and breadth
P9703
Hands-off
Trust
USD
2025-06-25
722,141
66,456
655,685
1
66.8
20.5
7.2
5.4
AMZN:17.2%;TSLA:24.0%;MSFT:18.5%;BRK.B:16.3%;VOO:24.0%
US:72.6;EU:6.3;APAC:8.3;EM:9.8;Other:3.0
Value:+0.5;Growth:-0.7;Quality:+0.7;Size:-0.9;Momentum:-0.0;LowVol:-0.8
null
6
35
3.3
trailing 8%
98
15.7
Bull
15.4
4.07
2.7
112
113
98
51
false
Buy
Add to core equity +1%
35
-23
BrokerA
LMT
86
null
null
Normal monitoring
-57
7
-11
4
false
Monitor dispersion and breadth
P9704
Opportunistic
IRA
USD
2024-12-06
1,649,532
124,691
1,524,841
1
74.2
15.7
5
5.1
IEF:33.3%;GLD:33.3%;MUB:33.3%
US:67.5;EU:17.2;APAC:7.5;EM:7.4;Other:0.4
Value:0.0;Growth:+0.8;Quality:-0.3;Size:+1.0;Momentum:+0.8;LowVol:-0.7
NoDerivatives
7
25
5.3
trailing 7%
191
25.5
Bear
32.3
4.32
1.6
206
35
57
99
true
Reduce
Cut high-beta by 2-3%, add cash
14
-24
BrokerB
MKT
99
VAR>budget
Hedge
Risk above budget threshold
26
-27
115
5
false
Increase defensive factor exposure
P9705
Systematic
Roth
USD
2024-10-08
695,456
32,625
662,831
1
62.4
29.1
0
8.4
BRK.B:33.3%;GLD:33.3%;VNQ:33.3%
US:67.7;EU:15.6;APAC:5.6;EM:7.1;Other:4.0
Value:-0.1;Growth:+0.9;Quality:-0.8;Size:-0.4;Momentum:-0.3;LowVol:0.0
null
5
25
5.9
trailing 8%
193
24.1
Volatile
26
5.02
3.2
132
-18
29
66
true
Hedge
Buy index puts 1% notional
21
-24
BrokerA
MKT
98
Drift>tolerance
Reduce
Allocation drift beyond policy bands
6
-7
116
2
true
Tax-aware sells next window
P9706
Cautious
401k
USD
2025-05-11
528,381
60,226
468,155
1
46.5
33.2
3.9
16.5
QQQ:20.8%;GLD:18.1%;BRK.B:18.6%;VTI:21.5%;MSFT:21.0%
US:64.5;EU:10.5;APAC:11.5;EM:9.7;Other:3.9
Value:+0.7;Growth:-0.0;Quality:-0.4;Size:-0.4;Momentum:-0.8;LowVol:+0.1
ESGOnly;MaxPos5%;NoDerivatives;NoMargin
8
30
5.7
trailing 10%
108
15.4
Sideways
17.8
4.45
3.2
122
9
50
42
false
Hedge
Add TLT +1% as duration hedge
-13
-11
BrokerA
LMT
98
null
null
Normal monitoring
-5
3
93
3
false
Within IPS guidelines
P9707
Systematic
IRA
USD
2025-02-09
1,367,124
111,545
1,255,579
1
55.2
25.2
10.1
9.5
MUB:33.3%;AAPL:33.3%;BND:33.3%
US:64.1;EU:13.6;APAC:12.6;EM:9.2;Other:0.5
Value:+0.8;Growth:-0.4;Quality:+0.3;Size:+0.9;Momentum:-0.3;LowVol:-0.4
MaxPos6%
5
25
6
trailing 9%
155
26.7
Bear
22.7
4.28
1.2
211
-53
22
53
false
NoAction
Within bands; monitor
14
-30
BrokerB
MKT
0
null
null
Normal monitoring
119
-2
110
4
false
Tighten stops on momentum names
P9708
Cautious
Trust
USD
2025-01-10
560,298
52,161
508,137
1
44.6
38.7
0
16.7
QQQ:22.7%;BRK.B:22.7%;IEF:18.1%;HYG:15.4%;AMZN:21.2%
US:63.5;EU:17.6;APAC:7.0;EM:8.4;Other:3.5
Value:+0.9;Growth:-0.7;Quality:-1.0;Size:+0.3;Momentum:-0.7;LowVol:-0.6
MaxPos8%;NoMargin
5
30
3.3
hard 10%
97
19.2
Volatile
24.3
4.21
3.8
111
18
61
50
false
Sell
Trim extended winner -1%
20
14
BrokerD
MKT
95
null
null
Normal monitoring
-8
-46
44
5
false
Tighten stops on momentum names
P9709
Hands-off
Roth
USD
2024-09-15
154,030
8,803
145,227
1
59
22.6
12.2
6.1
IEF:23.9%;BND:14.1%;BRK.B:15.6%;VNQ:22.5%;AAPL:23.9%
US:66.1;EU:11.5;APAC:12.8;EM:4.7;Other:5.0
Value:+0.8;Growth:+0.7;Quality:-0.7;Size:+0.1;Momentum:+0.2;LowVol:-0.1
ESGOnly;MaxPos5%
7
30
5
hard 10%
159
18.2
Volatile
25.8
4.06
3.1
133
75
87
59
false
Buy
Add to core equity +1%
-6
-32
BrokerC
MKT
99
null
null
Normal monitoring
-42
-41
26
3
false
Tighten stops on momentum names
P9710
Hands-off
401k
USD
2025-10-18
671,326
50,989
620,337
1
70.8
19.8
0.4
9
VOO:21.3%;IEF:12.9%;VTI:13.4%;TSLA:14.1%;BND:18.5%;VNQ:19.8%
US:70.3;EU:12.0;APAC:11.7;EM:3.9;Other:2.1
Value:-0.1;Growth:-0.1;Quality:+0.6;Size:+0.6;Momentum:-0.7;LowVol:+0.4
ESGOnly;MaxPos7%
8
25
5.8
trailing 8%
110
19.9
Volatile
26.5
4.19
3.1
137
-10
45
82
true
Hedge
Buy index puts 1% notional
-6
-12
BrokerC
MKT
95
VAR>budget
Hedge
Risk above budget threshold
40
-28
150
4
true
Within IPS guidelines
P9711
Opportunistic
Trust
USD
2025-08-26
1,233,339
76,942
1,156,397
1
67.6
10.1
13.8
8.6
IEF:25.0%;AMZN:25.0%;MUB:25.0%;VOO:25.0%
US:75.1;EU:10.2;APAC:7.4;EM:4.1;Other:3.2
Value:-0.2;Growth:-0.2;Quality:-0.8;Size:-0.3;Momentum:-0.6;LowVol:-0.1
MaxPos8%
6
35
4.4
hard 12%
245
20.7
Bull
17.8
4.39
2.3
81
74
100
61
false
Buy
Add to core equity +1%
4
-26
BrokerB
MKT
95
null
null
Normal monitoring
-7
-5
113
4
false
Tax-aware sells next window
P9712
Active
IRA
USD
2025-04-16
906,770
71,602
835,168
1
65.9
26.1
0
8
IEF:9.7%;BND:15.3%;VOO:19.2%;TLT:13.0%;AMZN:21.3%;VTI:21.4%
US:78.7;EU:7.9;APAC:6.3;EM:4.1;Other:3.0
Value:-0.5;Growth:+1.0;Quality:-0.3;Size:-0.9;Momentum:+0.5;LowVol:0.0
MaxPos8%;NoDerivatives
7
30
4.1
trailing 8%
178
26.5
Volatile
24.5
4.02
4.4
130
42
83
75
true
Reduce
Cut high-beta by 2-3%, add cash
3
8
BrokerC
LMT
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
29
-41
88
5
false
Within IPS guidelines
P9713
Opportunistic
IRA
USD
2025-05-02
1,154,555
65,263
1,089,292
1
62.3
10.2
23.1
4.4
VTI:21.8%;XLF:16.7%;BND:21.8%;BRK.B:21.8%;MUB:17.7%
US:75.2;EU:5.5;APAC:6.8;EM:8.0;Other:4.6
Value:+0.2;Growth:-0.1;Quality:-0.1;Size:-0.1;Momentum:-0.2;LowVol:-0.1
null
8
25
5.3
trailing 7%
160
24.7
Sideways
19.7
3.96
2.6
138
-12
34
52
false
Buy
Add to core equity +1%
-10
-6
BrokerD
MKT
97
null
null
Normal monitoring
5
-50
90
4
false
Tax-aware sells next window
P9714
Hands-off
Taxable
USD
2025-06-03
581,603
26,183
555,420
1
55.8
17.8
20.7
5.6
XLF:19.1%;VNQ:24.9%;TSLA:24.9%;GLD:14.9%;AAPL:16.2%
US:71.7;EU:10.8;APAC:7.7;EM:7.2;Other:2.5
Value:0.0;Growth:+0.4;Quality:-0.9;Size:-0.6;Momentum:-0.8;LowVol:-0.6
ESGOnly
7
30
5.1
hard 10%
143
18.5
Bull
16.1
3.51
2.7
116
117
100
50
true
Hedge
Buy index puts 1% notional
-2
-37
BrokerD
LMT
96
Drift>tolerance
TightenStops
Allocation drift beyond policy bands
11
-4
81
3
false
Monitor dispersion and breadth
P9715
Opportunistic
Taxable
USD
2025-02-07
1,293,170
50,187
1,242,983
1
70.6
18.6
6.5
4.3
AAPL:32.0%;IEF:34.0%;TSLA:34.0%
US:64.4;EU:20.1;APAC:7.9;EM:5.5;Other:2.1
Value:-0.1;Growth:+0.6;Quality:-0.9;Size:+0.6;Momentum:+0.7;LowVol:-0.4
null
5
30
6.9
hard 12%
210
28.5
Bull
12.4
3.6
2.1
106
108
97
51
false
Buy
Add to core equity +1%
29
10
BrokerD
VWAP
93
null
null
Normal monitoring
-50
-33
31
4
false
Tax-aware sells next window
P9716
Opportunistic
Roth
USD
2025-05-21
1,125,321
75,321
1,050,000
1
62.6
19.4
9.9
8
VOO:20.9%;QQQ:20.9%;BND:10.1%;HYG:10.9%;VNQ:20.9%;IEF:16.3%
US:71.0;EU:11.7;APAC:13.4;EM:3.7;Other:0.3
Value:+0.6;Growth:-0.7;Quality:-0.7;Size:+0.1;Momentum:+0.9;LowVol:-1.0
MaxPos7%
7
30
6.4
hard 12%
196
27.6
Bull
11.2
4.31
3.2
110
77
93
40
false
Rebalance
Shift +1% to bonds from equity
0
-26
BrokerD
LMT
100
null
null
Normal monitoring
-33
4
55
5
false
Increase defensive factor exposure
P9717
Active
Roth
USD
2024-07-06
1,857,749
192,342
1,665,407
1.07
55.8
22.3
13.1
8.7
TSLA:18.6%;AAPL:14.3%;TLT:20.9%;QQQ:9.3%;VNQ:16.7%;MUB:20.2%
US:61.9;EU:19.4;APAC:10.0;EM:8.7;Other:0.1
Value:+0.5;Growth:-0.4;Quality:+0.9;Size:+0.2;Momentum:+0.8;LowVol:-0.0
null
5
30
5.6
hard 12%
217
16.8
Volatile
31.8
4.82
2.3
156
18
68
70
false
Sell
Trim extended winner -1%
0
7
BrokerA
MKT
88
null
null
Normal monitoring
21
-47
41
3
false
Increase defensive factor exposure
P9718
Cautious
Taxable
USD
2025-06-28
519,810
70,330
449,480
1
45.4
31.5
11.3
11.8
HYG:18.4%;MUB:15.4%;TSLA:18.2%;AMZN:9.3%;BRK.B:19.3%;AAPL:19.4%
US:75.5;EU:8.8;APAC:9.1;EM:5.2;Other:1.3
Value:+0.7;Growth:-0.8;Quality:+0.5;Size:-0.7;Momentum:+0.7;LowVol:+0.1
ESGOnly;MaxPos8%;NoDerivatives;NoMargin
8
35
3.8
trailing 8%
119
13.1
Volatile
22.3
4.43
3.6
132
61
93
53
false
Rebalance
Shift +1% to bonds from equity
-9
-3
BrokerA
MKT
88
null
null
Normal monitoring
73
-56
171
4
false
Tighten stops on momentum names
P9719
Systematic
IRA
USD
2025-02-23
1,857,422
86,027
1,771,395
1
59.4
34.3
0
6.2
QQQ:23.7%;MSFT:19.6%;IEF:14.8%;GLD:23.7%;BRK.B:18.3%
US:68.9;EU:12.9;APAC:5.2;EM:8.8;Other:4.2
Value:+0.2;Growth:-0.5;Quality:+0.9;Size:+0.3;Momentum:-0.9;LowVol:+0.4
null
7
35
5.5
trailing 8%
138
23.9
Bull
12.4
4.81
3.1
79
52
89
31
false
Hedge
Add TLT +1% as duration hedge
12
-10
BrokerA
MKT
86
null
null
Normal monitoring
114
-42
221
4
false
Tighten stops on momentum names
P9720
Systematic
Taxable
USD
2025-11-14
1,025,154
51,298
973,856
1
62.9
28
0
9.1
VTI:28.7%;TSLA:27.7%;GLD:28.7%;XLF:14.9%
US:69.4;EU:12.5;APAC:12.3;EM:3.8;Other:2.0
Value:+0.9;Growth:-0.8;Quality:+0.4;Size:-1.0;Momentum:-0.7;LowVol:-0.9
null
7
30
5.8
trailing 8%
141
22.1
Sideways
21.6
4.49
3.1
135
29
70
60
false
NoAction
Within bands; monitor
32
-10
BrokerC
VWAP
98
null
null
Normal monitoring
117
-11
146
5
false
Increase defensive factor exposure
P9721
Opportunistic
Trust
USD
2024-12-11
1,441,131
49,007
1,392,124
1
72.4
19.9
3.6
4.1
HYG:21.1%;BRK.B:22.2%;VOO:22.2%;AMZN:12.4%;VNQ:22.2%
US:75.4;EU:5.8;APAC:9.1;EM:7.5;Other:2.1
Value:+0.4;Growth:-0.2;Quality:-0.6;Size:+0.7;Momentum:+0.4;LowVol:+0.4
MaxPos7%
6
35
4.4
hard 12%
189
30.7
Volatile
22.8
4.9
3.3
140
46
72
70
false
Rebalance
Shift +1% to bonds from equity
23
-25
BrokerC
MKT
88
null
null
Normal monitoring
-31
-46
-56
3
false
Tighten stops on momentum names
P9722
Active
Trust
USD
2025-12-10
580,723
63,319
517,404
1.23
65.4
26.6
0
8
MUB:22.1%;TSLA:10.4%;HYG:12.0%;VOO:17.3%;BRK.B:22.1%;GLD:16.0%
US:63.6;EU:11.4;APAC:12.6;EM:10.2;Other:2.1
Value:+0.1;Growth:-0.8;Quality:-0.9;Size:+0.6;Momentum:-0.4;LowVol:-0.6
MaxPos5%;NoDerivatives
5
25
5.2
trailing 9%
141
18.9
Bear
28.3
3.71
2.2
189
37
68
77
true
Hedge
Buy index puts 1% notional
26
-19
BrokerA
LMT
95
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-20
-10
102
2
false
Within IPS guidelines
P9723
Opportunistic
IRA
USD
2025-04-24
727,509
58,215
669,294
1
76.2
16.1
0
7.7
QQQ:27.7%;AAPL:27.7%;TSLA:17.0%;VNQ:27.7%
US:54.2;EU:20.0;APAC:11.6;EM:11.3;Other:2.8
Value:-0.6;Growth:-0.4;Quality:-0.0;Size:+0.6;Momentum:+0.4;LowVol:-0.3
null
6
35
6.7
trailing 7%
252
28.4
Bull
15.7
4.26
3.1
115
106
92
61
true
Hedge
Buy index puts 1% notional
12
-22
BrokerD
LMT
93
Drift>tolerance
Reduce
Allocation drift beyond policy bands
21
10
-9
5
false
Tax-aware sells next window
P9724
Cautious
Trust
USD
2025-11-28
213,179
32,043
181,136
1
49.3
39.9
0
10.9
AMZN:19.9%;BND:21.9%;TLT:21.9%;AAPL:21.2%;GLD:15.1%
US:63.6;EU:18.5;APAC:8.8;EM:6.7;Other:2.3
Value:+1.0;Growth:+0.8;Quality:-0.7;Size:-0.7;Momentum:0.0;LowVol:+0.2
NoDerivatives;NoMargin
6
30
5.7
trailing 8%
166
18.8
Sideways
18.6
4
3.2
132
2
59
55
false
Rebalance
Shift +1% to bonds from equity
-11
-22
BrokerD
LMT
96
null
null
Normal monitoring
-45
-15
-56
5
false
Tighten stops on momentum names
P9725
Cautious
Taxable
USD
2025-07-30
291,371
46,105
245,266
1
38.5
31.6
14.5
15.4
TSLA:33.3%;AAPL:33.3%;XLF:33.3%
US:67.3;EU:8.8;APAC:11.9;EM:9.1;Other:2.9
Value:-0.5;Growth:-0.9;Quality:+0.3;Size:-0.3;Momentum:+0.5;LowVol:+0.4
NoDerivatives;NoMargin
6
35
4.1
trailing 10%
93
17.5
Bear
28.5
3.47
2.7
143
-36
43
53
false
Sell
Trim extended winner -1%
32
8
BrokerB
MKT
96
null
null
Normal monitoring
-58
8
-28
3
false
Increase defensive factor exposure
P9726
Cautious
Taxable
USD
2024-12-15
273,869
26,067
247,802
1
38.3
44.8
1.2
15.7
GLD:33.3%;AMZN:33.3%;IEF:33.3%
US:67.1;EU:16.1;APAC:8.1;EM:6.8;Other:2.0
Value:+0.9;Growth:+0.1;Quality:+0.7;Size:+0.5;Momentum:+0.2;LowVol:+0.3
ESGOnly;NoDerivatives;NoMargin
7
25
3.2
trailing 8%
131
12.9
Bear
23.4
3.93
2.5
142
-11
38
40
false
Rebalance
Shift +1% to bonds from equity
24
-38
BrokerA
LMT
90
null
null
Normal monitoring
105
-21
165
4
false
Within IPS guidelines
P9727
Opportunistic
IRA
USD
2025-02-25
726,761
61,632
665,129
1
76.9
11.3
5.2
6.6
HYG:15.8%;IEF:21.4%;MSFT:21.4%;GLD:21.4%;AAPL:19.9%
US:63.2;EU:7.2;APAC:14.4;EM:10.5;Other:4.7
Value:-0.7;Growth:+0.8;Quality:-0.4;Size:-0.8;Momentum:-0.6;LowVol:-0.8
NoDerivatives
6
35
7
trailing 7%
258
20.4
Bear
33.4
4.15
1.1
197
-39
44
98
true
Rebalance
Rebalance back to target bands
-14
5
BrokerD
MKT
97
VAR>budget
Pause
Risk above budget threshold
79
-56
213
2
false
Monitor dispersion and breadth
P9728
Cautious
IRA
USD
2025-10-28
202,103
16,358
185,745
1
44.8
33.4
8.7
13.1
TLT:27.5%;XLF:25.0%;IEF:27.5%;GLD:19.9%
US:59.6;EU:16.0;APAC:12.7;EM:8.3;Other:3.4
Value:+0.6;Growth:+0.8;Quality:+0.1;Size:-0.4;Momentum:+0.9;LowVol:-0.1
NoDerivatives;NoMargin
6
25
4.6
trailing 8%
106
16.4
Volatile
27.5
5.35
2.6
169
-13
48
61
false
Buy
Add to core equity +1%
-5
0
BrokerD
VWAP
85
null
null
Normal monitoring
56
-31
153
3
false
Tighten stops on momentum names
P9729
Hands-off
401k
USD
2025-07-13
297,042
19,841
277,201
1
58.6
26.6
5.8
8.9
GLD:21.5%;BRK.B:10.5%;XLF:13.1%;MUB:21.5%;BND:11.9%;VTI:21.5%
US:73.7;EU:5.2;APAC:12.0;EM:6.9;Other:2.3
Value:-0.8;Growth:+0.7;Quality:+0.7;Size:-0.6;Momentum:0.0;LowVol:+1.0
ESGOnly;NoDerivatives
5
35
3.7
trailing 10%
133
14.4
Sideways
19.7
3.55
2.3
90
-5
51
62
false
Buy
Add to core equity +1%
-5
-16
BrokerD
MKT
92
null
null
Normal monitoring
-26
4
29
4
false
Within IPS guidelines
P9730
Opportunistic
Trust
USD
2025-11-02
384,646
13,294
371,352
1
64.4
10.7
20.9
4
BND:33.7%;TLT:32.6%;VTI:33.7%
US:72.7;EU:6.8;APAC:13.7;EM:3.4;Other:3.5
Value:+0.9;Growth:+0.8;Quality:+1.0;Size:-0.5;Momentum:-0.9;LowVol:+0.2
NoDerivatives
6
30
6.4
hard 12%
193
27.6
Volatile
27.6
4.49
2.5
142
-38
25
67
false
Buy
Add to core equity +1%
-12
-6
BrokerC
MKT
92
null
null
Normal monitoring
-47
-26
-34
4
false
Tighten stops on momentum names
P9731
Opportunistic
Taxable
USD
2025-10-09
1,070,241
64,747
1,005,494
1.12
71.2
15.9
4.4
8.4
VTI:33.3%;AMZN:33.3%;TSLA:33.3%
US:78.6;EU:7.9;APAC:5.7;EM:6.7;Other:1.1
Value:-1.0;Growth:-0.0;Quality:-0.2;Size:+0.4;Momentum:-0.7;LowVol:-0.0
MaxPos6%
6
30
5.4
trailing 7%
204
23.7
Sideways
16.9
3.56
3.2
129
24
58
51
false
Sell
Trim extended winner -1%
6
-17
BrokerC
VWAP
86
null
null
Normal monitoring
18
13
65
3
false
Within IPS guidelines
P9732
Hands-off
Trust
USD
2024-08-05
757,645
45,752
711,893
1
61.9
24.9
6.5
6.6
QQQ:28.0%;HYG:23.8%;BRK.B:20.1%;VNQ:28.0%
US:66.1;EU:12.9;APAC:10.1;EM:8.7;Other:2.2
Value:+0.8;Growth:+0.7;Quality:-0.3;Size:+0.2;Momentum:+0.4;LowVol:+0.9
MaxPos6%
5
25
3.1
hard 10%
112
16.2
Volatile
23.4
5.27
2.9
167
-58
8
63
false
Rebalance
Shift +1% to bonds from equity
11
-24
BrokerD
LMT
98
null
null
Normal monitoring
39
10
109
5
false
Tax-aware sells next window
P9733
Opportunistic
Roth
USD
2024-08-21
761,126
43,469
717,657
1
64.4
10.3
21.1
4.2
TSLA:37.2%;IEF:25.5%;GLD:37.2%
US:63.6;EU:12.1;APAC:13.0;EM:10.9;Other:0.4
Value:-0.2;Growth:-0.6;Quality:+0.2;Size:+0.6;Momentum:+0.5;LowVol:+0.3
null
5
30
7
trailing 9%
210
34.5
Bull
15.5
4.08
2.2
87
57
90
39
false
Sell
Trim extended winner -1%
-11
2
BrokerD
MKT
93
null
null
Normal monitoring
7
12
88
4
false
Monitor dispersion and breadth
P9734
Active
Roth
USD
2024-12-12
2,388,377
157,731
2,230,646
1
51.6
21.5
20.4
6.5
XLF:20.3%;GLD:27.9%;VNQ:27.9%;MSFT:24.0%
US:66.7;EU:5.4;APAC:14.0;EM:9.1;Other:4.8
Value:-0.2;Growth:-0.9;Quality:-0.3;Size:-0.9;Momentum:+0.7;LowVol:+0.8
null
10
25
4.8
hard 12%
147
27.2
Bull
16.8
4.74
2.8
100
4
49
34
false
Hedge
Add TLT +1% as duration hedge
8
-14
BrokerA
MKT
87
null
null
Normal monitoring
115
2
186
4
false
Tax-aware sells next window
P9735
Cautious
Roth
USD
2025-05-19
780,944
96,740
684,204
1
41.2
44.4
0
14.4
AAPL:33.3%;VNQ:33.3%;GLD:33.3%
US:66.2;EU:10.5;APAC:13.9;EM:8.5;Other:0.9
Value:-0.6;Growth:+0.5;Quality:+0.9;Size:-0.2;Momentum:+1.0;LowVol:+0.4
ESGOnly;NoMargin
6
35
4.9
trailing 8%
121
16.8
Bear
30.3
3.6
2.7
173
-16
43
67
false
Rebalance
Shift +1% to bonds from equity
-8
-13
BrokerD
LMT
96
null
null
Normal monitoring
23
-8
91
3
false
Within IPS guidelines
P9736
Systematic
401k
USD
2025-10-05
1,977,741
161,731
1,816,010
1
64.8
20.6
9.1
5.5
VTI:22.4%;MUB:14.3%;MSFT:22.4%;VNQ:22.3%;AAPL:18.7%
US:65.9;EU:12.2;APAC:10.3;EM:8.7;Other:3.0
Value:-0.1;Growth:-0.7;Quality:+0.6;Size:-0.0;Momentum:-0.0;LowVol:+0.4
null
7
25
5.3
trailing 8%
120
27.5
Volatile
24.5
4.04
2.7
122
20
74
73
true
Hedge
Buy index puts 1% notional
24
7
BrokerB
LMT
99
VAR>budget
Pause
Risk above budget threshold
3
-52
-8
4
false
Tighten stops on momentum names
P9737
Cautious
Roth
USD
2025-03-03
400,187
53,108
347,079
1
45.7
36
7.4
10.9
AAPL:26.8%;HYG:26.8%;XLF:26.8%;MUB:19.7%
US:58.4;EU:17.1;APAC:12.4;EM:11.2;Other:1.0
Value:+0.5;Growth:-0.4;Quality:+1.0;Size:+0.8;Momentum:+0.2;LowVol:+0.5
ESGOnly;NoDerivatives;NoMargin
6
35
5.2
trailing 8%
141
19
Volatile
29.2
3.6
2.9
155
-49
13
62
false
Rebalance
Shift +1% to bonds from equity
22
-35
BrokerA
MKT
91
null
null
Normal monitoring
71
-15
201
3
false
Within IPS guidelines
P9738
Opportunistic
IRA
USD
2025-12-22
1,294,134
108,612
1,185,522
1
74.7
13.6
4.4
7.3
AMZN:12.1%;HYG:12.0%;TSLA:14.2%;MSFT:15.4%;GLD:23.1%;BND:23.1%
US:67.8;EU:9.3;APAC:8.9;EM:9.5;Other:4.5
Value:+0.8;Growth:+0.5;Quality:+0.3;Size:-0.3;Momentum:-0.7;LowVol:+1.0
null
5
30
6.2
trailing 9%
210
21.3
Bear
33.4
3.71
2.5
202
-30
28
81
true
Hedge
Buy index puts 1% notional
13
-1
BrokerD
MKT
96
RegimeShift
Hedge
Volatility spike and breadth deterioration
17
13
129
3
false
Within IPS guidelines
P9739
Systematic
IRA
USD
2024-11-26
1,952,355
149,630
1,802,725
1
66.1
23.8
3.2
7
BND:20.6%;MSFT:22.1%;VOO:13.9%;VNQ:21.0%;TSLA:22.4%
US:78.8;EU:6.9;APAC:8.3;EM:5.3;Other:0.6
Value:-0.9;Growth:+0.2;Quality:+0.9;Size:+0.4;Momentum:-0.4;LowVol:-0.8
null
7
35
5.1
trailing 8%
120
25.4
Bull
11.3
3.84
2.4
86
24
70
43
false
Sell
Trim extended winner -1%
2
6
BrokerC
MKT
95
null
null
Normal monitoring
65
-29
64
4
false
Tighten stops on momentum names
P9740
Opportunistic
Taxable
USD
2024-09-02
394,989
30,435
364,554
1
71.3
15.7
4.7
8.3
BND:18.5%;BRK.B:20.4%;VTI:17.1%;HYG:20.4%;AAPL:12.3%;XLF:11.3%
US:61.6;EU:9.4;APAC:11.8;EM:14.1;Other:3.1
Value:+0.9;Growth:+0.3;Quality:-0.4;Size:-0.7;Momentum:-0.2;LowVol:+1.0
null
10
35
4
hard 12%
194
32.8
Bear
26.9
4.47
2.3
169
-23
33
77
true
Hedge
Buy index puts 1% notional
0
-27
BrokerC
LMT
93
Drift>tolerance
Hedge
Allocation drift beyond policy bands
-52
16
73
5
false
Increase defensive factor exposure
P9741
Hands-off
Roth
USD
2025-04-19
506,492
28,860
477,632
1
68.8
22
0
9.2
BRK.B:37.3%;MUB:25.4%;HYG:37.3%
US:65.4;EU:11.6;APAC:14.5;EM:4.0;Other:4.5
Value:-0.4;Growth:+0.1;Quality:+0.8;Size:+1.0;Momentum:-0.3;LowVol:-0.7
NoDerivatives
5
30
3.2
trailing 8%
107
18.4
Volatile
31.9
3.63
3.8
163
25
52
85
true
Rebalance
Rebalance back to target bands
10
9
BrokerC
LMT
100
VAR>budget
TightenStops
Risk above budget threshold
84
-16
114
3
false
Tax-aware sells next window
P9742
Cautious
401k
USD
2025-07-18
779,153
106,939
672,214
1
47.9
31.9
9.4
10.8
AMZN:17.0%;AAPL:22.8%;BRK.B:22.8%;HYG:14.5%;VOO:22.8%
US:68.0;EU:12.5;APAC:6.7;EM:9.3;Other:3.5
Value:-0.3;Growth:+0.8;Quality:+0.3;Size:+0.5;Momentum:-0.1;LowVol:+0.7
NoMargin
8
30
3.4
trailing 8%
113
18.2
Bull
15.9
4.85
2.6
77
50
83
36
false
Hedge
Add TLT +1% as duration hedge
30
0
BrokerC
LMT
95
null
null
Normal monitoring
-7
4
0
3
false
Increase defensive factor exposure
P9743
Systematic
IRA
USD
2025-12-21
1,230,126
116,697
1,113,429
1
57.5
32.4
4.3
5.8
QQQ:20.8%;HYG:26.4%;VNQ:16.6%;MUB:22.5%;TLT:13.7%
US:73.6;EU:6.5;APAC:10.4;EM:5.2;Other:4.3
Value:+0.1;Growth:+0.7;Quality:+0.7;Size:-0.4;Momentum:-0.3;LowVol:-1.0
NoDerivatives
6
35
4.1
trailing 8%
211
21.6
Volatile
31.6
4.11
3.1
127
-37
27
81
true
Reduce
Cut high-beta by 2-3%, add cash
2
0
BrokerB
VWAP
95
Drift>tolerance
Reduce
Allocation drift beyond policy bands
30
-56
148
4
false
Tax-aware sells next window
P9744
Hands-off
Roth
USD
2024-10-29
721,792
35,129
686,663
1
55.9
28.2
8.1
7.8
AAPL:36.2%;GLD:36.2%;BRK.B:27.7%
US:68.8;EU:13.6;APAC:12.1;EM:4.0;Other:1.6
Value:+0.2;Growth:+0.9;Quality:+0.1;Size:-0.3;Momentum:-0.7;LowVol:-0.3
ESGOnly
7
35
5.6
trailing 10%
97
16.3
Sideways
17.1
3.62
3.1
115
33
53
53
false
Rebalance
Shift +1% to bonds from equity
33
3
BrokerC
MKT
90
null
null
Normal monitoring
27
-18
136
5
false
Increase defensive factor exposure
P9745
Active
IRA
USD
2025-07-24
1,662,251
156,832
1,505,419
1
53.6
22.2
18.7
5.5
GLD:25.0%;BRK.B:25.0%;VOO:25.0%;MSFT:25.0%
US:65.1;EU:17.8;APAC:7.1;EM:5.6;Other:4.4
Value:+0.8;Growth:-0.9;Quality:-0.0;Size:-0.8;Momentum:+0.5;LowVol:+0.5
null
5
30
5.8
trailing 9%
192
18.9
Volatile
28.3
3.88
2.1
156
-27
29
65
false
NoAction
Within bands; monitor
24
-33
BrokerB
LMT
94
null
null
Normal monitoring
-35
-43
-29
4
false
Increase defensive factor exposure
P9746
Opportunistic
IRA
USD
2025-02-07
606,582
45,263
561,319
1
61.6
16.2
15.2
7
MSFT:18.9%;XLF:23.5%;BRK.B:15.6%;AMZN:18.4%;AAPL:23.5%
US:65.7;EU:10.2;APAC:14.8;EM:6.8;Other:2.5
Value:-1.0;Growth:0.0;Quality:-0.6;Size:-0.7;Momentum:-0.2;LowVol:+0.7
MaxPos8%;NoDerivatives
6
25
5.8
trailing 7%
166
31.9
Sideways
21.4
4.65
3.3
127
-22
35
62
false
Rebalance
Shift +1% to bonds from equity
30
-11
BrokerB
MKT
99
null
null
Normal monitoring
37
12
73
4
false
Tax-aware sells next window
P9747
Cautious
IRA
USD
2024-09-01
203,977
23,398
180,579
1
35.5
33.8
14.9
15.8
TSLA:24.5%;AMZN:24.5%;HYG:24.5%;BRK.B:9.9%;VOO:16.6%
US:70.8;EU:15.8;APAC:6.9;EM:5.0;Other:1.5
Value:-0.8;Growth:-0.6;Quality:+0.1;Size:+0.4;Momentum:-0.9;LowVol:-0.5
ESGOnly;NoMargin
5
35
5.1
trailing 8%
126
14.1
Bull
11.1
3.81
2.2
80
33
80
20
false
NoAction
Within bands; monitor
-5
3
BrokerD
LMT
92
null
null
Normal monitoring
26
-21
37
5
false
Monitor dispersion and breadth
P9748
Hands-off
Taxable
USD
2025-06-24
276,137
11,665
264,472
1
59.9
29.1
1.6
9.5
XLF:33.3%;GLD:33.3%;TLT:33.3%
US:75.4;EU:6.8;APAC:8.3;EM:5.1;Other:4.5
Value:-0.4;Growth:-0.6;Quality:-0.4;Size:-0.5;Momentum:+0.6;LowVol:+0.1
NoDerivatives
8
30
5.9
trailing 8%
135
18.9
Volatile
29.8
5.16
2.3
131
9
59
77
true
Hedge
Buy index puts 1% notional
11
1
BrokerA
MKT
95
RegimeShift
Hedge
Volatility spike and breadth deterioration
106
-21
84
2
false
Within IPS guidelines
P9749
Cautious
Trust
USD
2025-07-20
621,177
88,375
532,802
1
43.5
39.2
1.4
15.9
HYG:33.3%;GLD:33.3%;VOO:33.3%
US:73.0;EU:8.8;APAC:12.0;EM:5.9;Other:0.4
Value:+0.6;Growth:-0.8;Quality:+0.9;Size:+0.4;Momentum:0.0;LowVol:-1.0
NoDerivatives;NoMargin
6
35
5.3
trailing 10%
116
19.3
Sideways
17.2
4.72
2.1
139
-9
52
37
false
Buy
Add to core equity +1%
33
-13
BrokerD
VWAP
85
null
null
Normal monitoring
-15
-9
-18
3
false
Increase defensive factor exposure
P9750
Cautious
IRA
USD
2024-12-04
406,661
47,256
359,405
1
49
38.9
0
12.1
AAPL:25.1%;VTI:25.1%;XLF:24.7%;HYG:25.1%
US:63.8;EU:12.1;APAC:11.8;EM:7.0;Other:5.3
Value:-0.2;Growth:+0.4;Quality:+0.4;Size:+0.3;Momentum:-0.6;LowVol:-0.4
ESGOnly;NoMargin
5
35
5.1
trailing 8%
158
19.6
Bull
14.1
3.7
2.7
70
52
77
29
false
Rebalance
Shift +1% to bonds from equity
-11
-17
BrokerA
LMT
90
null
null
Normal monitoring
-44
-16
82
3
false
Monitor dispersion and breadth
P9751
Opportunistic
Trust
USD
2025-03-18
1,451,129
82,689
1,368,440
1.18
66.8
14.4
11.3
7.4
BND:25.1%;HYG:17.8%;XLF:28.5%;TSLA:28.5%
US:64.3;EU:14.1;APAC:10.3;EM:9.6;Other:1.7
Value:+0.5;Growth:-0.4;Quality:+0.2;Size:+0.4;Momentum:+0.3;LowVol:-0.4
null
10
35
5.1
trailing 7%
255
26.4
Volatile
29
4.95
2.4
157
73
88
73
true
Reduce
Cut high-beta by 2-3%, add cash
29
5
BrokerC
LMT
92
RegimeShift
Hedge
Volatility spike and breadth deterioration
-28
-34
10
4
false
Monitor dispersion and breadth
P9752
Cautious
401k
USD
2025-10-03
518,904
66,713
452,191
1
49.3
32.4
2.4
15.9
VTI:26.2%;VNQ:26.2%;AMZN:21.4%;TSLA:26.2%
US:59.7;EU:15.4;APAC:12.0;EM:8.9;Other:4.0
Value:-0.5;Growth:-0.8;Quality:+0.7;Size:-0.7;Momentum:-0.8;LowVol:-0.0
ESGOnly;NoDerivatives;NoMargin
8
35
5.8
trailing 8%
160
16.6
Bear
31.7
3.25
1.4
172
26
57
70
false
Buy
Add to core equity +1%
-13
-18
BrokerC
LMT
97
null
null
Normal monitoring
-9
-2
119
3
false
Within IPS guidelines
P9753
Opportunistic
IRA
USD
2025-09-29
863,613
66,543
797,070
1.06
74
20.8
0
5.2
AAPL:27.3%;TSLA:27.3%;VOO:18.0%;MUB:27.3%
US:58.8;EU:16.1;APAC:15.3;EM:6.0;Other:3.8
Value:+0.7;Growth:+0.2;Quality:+1.0;Size:+0.9;Momentum:+0.2;LowVol:-1.0
null
5
30
5
trailing 7%
194
32
Volatile
22.7
4.39
4.4
116
-20
55
78
true
Reduce
Cut high-beta by 2-3%, add cash
-9
-35
BrokerD
MKT
89
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-19
20
109
5
false
Tighten stops on momentum names
P9754
Hands-off
Roth
USD
2024-07-19
742,391
58,263
684,128
1
58.2
26.6
5.9
9.2
AMZN:12.5%;AAPL:20.2%;MUB:11.0%;HYG:20.2%;XLF:20.2%;BRK.B:16.0%
US:68.6;EU:17.4;APAC:8.2;EM:4.4;Other:1.4
Value:-0.7;Growth:-0.0;Quality:+0.5;Size:-0.6;Momentum:+0.6;LowVol:-0.7
MaxPos7%;NoDerivatives
5
25
5.2
hard 10%
168
15.6
Volatile
30.7
4.7
3.1
143
73
100
74
true
Hedge
Buy index puts 1% notional
-8
-37
BrokerB
MKT
91
VAR>budget
TightenStops
Risk above budget threshold
11
-41
87
5
false
Within IPS guidelines
P9755
Cautious
401k
USD
2024-08-22
435,808
59,549
376,259
1
44
41.1
0.4
14.6
BND:22.5%;VNQ:12.4%;MUB:23.4%;VTI:18.3%;IEF:23.4%
US:74.9;EU:8.5;APAC:7.2;EM:8.6;Other:0.9
Value:-0.5;Growth:+0.4;Quality:-0.7;Size:+0.5;Momentum:-0.1;LowVol:-0.6
ESGOnly;NoDerivatives;NoMargin
8
30
3.1
trailing 8%
131
15.2
Sideways
16.5
4.53
3
96
38
59
34
false
Hedge
Add TLT +1% as duration hedge
3
11
BrokerB
MKT
98
null
null
Normal monitoring
7
-30
41
4
false
Increase defensive factor exposure
P9756
Hands-off
Trust
USD
2024-11-05
334,300
30,259
304,041
1
67.8
23
0
9.2
VOO:21.2%;BRK.B:9.1%;AMZN:21.2%;GLD:16.9%;AAPL:18.5%;TLT:13.2%
US:62.7;EU:18.6;APAC:12.7;EM:4.8;Other:1.3
Value:-0.8;Growth:+0.4;Quality:-0.9;Size:-0.8;Momentum:+0.3;LowVol:+0.1
MaxPos8%
5
35
5.7
trailing 8%
138
16.5
Bear
34
3.44
2.8
140
2
38
97
true
Hedge
Buy index puts 1% notional
-6
-34
BrokerD
LMT
100
RegimeShift
Hedge
Volatility spike and breadth deterioration
33
-15
106
3
false
Tax-aware sells next window
P9757
Systematic
Roth
USD
2025-11-11
660,301
61,257
599,044
1
60
20.1
14
6
MSFT:28.0%;TSLA:28.0%;QQQ:16.1%;MUB:28.0%
US:65.2;EU:16.9;APAC:9.4;EM:6.9;Other:1.5
Value:-0.3;Growth:-1.0;Quality:+0.8;Size:+0.2;Momentum:+0.9;LowVol:+0.9
null
10
35
4.3
hard 12%
128
24.3
Volatile
25.5
5.16
3.6
160
-10
44
61
false
Buy
Add to core equity +1%
0
14
BrokerD
VWAP
87
null
null
Normal monitoring
89
-51
89
4
false
Tax-aware sells next window
P9758
Systematic
IRA
USD
2025-04-02
1,596,337
137,107
1,459,230
1
60.5
25.4
4.2
9.9
XLF:25.4%;VOO:37.3%;BRK.B:37.3%
US:69.7;EU:15.6;APAC:7.5;EM:7.2;Other:0.0
Value:-0.6;Growth:+0.7;Quality:-0.3;Size:-0.1;Momentum:-0.1;LowVol:+0.1
MaxPos7%
7
35
4.2
trailing 8%
160
27
Bull
12.3
3.68
3.1
79
82
89
49
false
Rebalance
Shift +1% to bonds from equity
27
-40
BrokerD
MKT
96
null
null
Normal monitoring
-29
-41
-33
5
false
Monitor dispersion and breadth
P9759
Active
401k
USD
2025-06-21
805,599
79,125
726,474
1
61.1
27.2
2.5
9.1
TSLA:22.2%;AMZN:13.8%;MUB:23.6%;BND:22.7%;VNQ:17.7%
US:68.4;EU:11.9;APAC:11.2;EM:8.2;Other:0.3
Value:-0.2;Growth:+0.7;Quality:+0.8;Size:+0.7;Momentum:+0.8;LowVol:+1.0
NoDerivatives
10
25
5.7
hard 12%
207
19.9
Volatile
27.5
5.25
3.9
150
77
99
77
true
Rebalance
Rebalance back to target bands
-7
-40
BrokerA
LMT
92
VAR>budget
Hedge
Risk above budget threshold
65
-12
37
3
false
Increase defensive factor exposure
P9760
Hands-off
Taxable
USD
2025-02-10
734,026
67,426
666,600
1
56
22.1
15.1
6.8
AMZN:9.2%;BRK.B:23.4%;AAPL:23.4%;VTI:11.9%;VNQ:23.4%;MUB:8.8%
US:69.7;EU:11.1;APAC:6.4;EM:9.1;Other:3.7
Value:-0.6;Growth:-0.4;Quality:-0.5;Size:-0.7;Momentum:+0.6;LowVol:+0.3
ESGOnly;MaxPos5%
5
35
4.4
hard 10%
109
17.7
Volatile
25.8
4.5
3.5
140
-27
31
70
false
Rebalance
Shift +1% to bonds from equity
33
10
BrokerA
MKT
85
null
null
Normal monitoring
-30
-23
-29
5
false
Tax-aware sells next window
P9761
Cautious
401k
USD
2024-11-28
782,756
76,869
705,887
1
36
33.8
19.2
11
QQQ:18.6%;BND:30.0%;BRK.B:30.0%;AMZN:21.3%
US:61.7;EU:14.3;APAC:12.0;EM:9.4;Other:2.7
Value:+0.8;Growth:+0.5;Quality:-0.1;Size:+0.1;Momentum:-0.8;LowVol:+0.1
ESGOnly;NoDerivatives;NoMargin
8
30
4.1
trailing 8%
118
18.8
Bull
11.8
4.12
2.4
87
113
100
28
true
Hedge
Buy index puts 1% notional
-12
5
BrokerB
LMT
94
VAR>budget
TightenStops
Risk above budget threshold
73
-2
203
3
false
Monitor dispersion and breadth
P9762
Cautious
Roth
USD
2025-09-11
537,876
66,216
471,660
1
47.2
40.1
0
12.7
MUB:33.3%;HYG:33.3%;VTI:33.3%
US:65.2;EU:10.2;APAC:13.2;EM:6.5;Other:4.9
Value:+0.9;Growth:-0.9;Quality:-0.0;Size:-0.3;Momentum:0.0;LowVol:-0.8
NoMargin
6
30
5
trailing 8%
114
13.5
Bull
13.5
4.87
2.4
102
19
68
38
false
Sell
Trim extended winner -1%
25
-40
BrokerC
LMT
96
null
null
Normal monitoring
80
-59
99
3
false
Increase defensive factor exposure
P9763
Cautious
Roth
USD
2025-05-16
587,795
54,469
533,326
1
42.5
31.4
15.4
10.7
MSFT:12.8%;HYG:18.0%;XLF:15.1%;MUB:21.4%;VTI:11.4%;TLT:21.4%
US:72.1;EU:7.7;APAC:5.5;EM:10.7;Other:3.9
Value:-0.7;Growth:+0.6;Quality:-0.7;Size:+0.2;Momentum:+0.1;LowVol:+0.7
NoMargin
8
30
6
trailing 8%
152
16.4
Volatile
31.4
4.86
2.9
179
76
90
63
true
Hedge
Buy index puts 1% notional
27
-24
BrokerD
LMT
97
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-58
-49
69
2
false
Increase defensive factor exposure
P9764
Opportunistic
Taxable
USD
2025-05-28
1,521,371
63,097
1,458,274
1
60.8
19.5
13.6
6
HYG:32.4%;IEF:33.8%;AMZN:33.8%
US:63.9;EU:18.6;APAC:5.8;EM:11.7;Other:0.0
Value:+0.6;Growth:-0.4;Quality:-0.2;Size:-0.4;Momentum:-0.6;LowVol:-0.9
MaxPos6%
5
25
6.2
trailing 7%
206
30.4
Volatile
27.8
4.36
2.8
177
-47
15
79
true
Rebalance
Rebalance back to target bands
6
-28
BrokerA
VWAP
98
RegimeShift
Hedge
Volatility spike and breadth deterioration
-14
-8
5
3
false
Tax-aware sells next window
P9765
Hands-off
Taxable
USD
2025-08-31
364,557
31,568
332,989
1
63.8
20
8.1
8.1
TSLA:30.8%;MSFT:34.6%;AAPL:34.6%
US:77.2;EU:6.5;APAC:10.0;EM:4.1;Other:2.1
Value:0.0;Growth:-0.5;Quality:+0.6;Size:+0.3;Momentum:+0.4;LowVol:+0.7
null
10
25
3.3
trailing 8%
170
13.2
Volatile
30.9
3.88
2.3
128
49
72
84
true
Hedge
Buy index puts 1% notional
28
-23
BrokerD
MKT
86
VAR>budget
TightenStops
Risk above budget threshold
-43
-15
-28
2
false
Tighten stops on momentum names
P9766
Hands-off
Roth
USD
2024-09-24
859,252
42,017
817,235
1
59.5
16.2
19.1
5.2
GLD:33.3%;HYG:33.3%;MUB:33.3%
US:68.9;EU:17.7;APAC:8.3;EM:5.1;Other:0.0
Value:+0.3;Growth:-0.8;Quality:+0.2;Size:-0.3;Momentum:-0.9;LowVol:-0.9
null
10
30
5.8
trailing 8%
166
12.9
Bull
18
4.47
2
99
40
71
60
false
NoAction
Within bands; monitor
-11
3
BrokerB
MKT
0
null
null
Normal monitoring
-16
-37
-50
3
false
Increase defensive factor exposure
P9767
Active
IRA
USD
2024-09-20
1,292,749
139,821
1,152,928
1
64.2
29.9
0.8
5
BND:33.3%;VOO:33.3%;MUB:33.3%
US:69.1;EU:11.8;APAC:11.2;EM:5.3;Other:2.7
Value:-0.0;Growth:-0.7;Quality:+0.5;Size:+0.9;Momentum:+0.6;LowVol:+0.8
MaxPos5%;NoDerivatives
7
35
6
trailing 9%
154
21.4
Bull
11.1
3.52
2
117
93
100
39
false
Buy
Add to core equity +1%
14
-7
BrokerB
MKT
89
null
null
Normal monitoring
60
-4
63
3
false
Increase defensive factor exposure
P9768
Cautious
IRA
USD
2025-04-06
348,786
37,976
310,810
1
52
33.4
0
14.6
VTI:22.4%;GLD:22.4%;BND:22.4%;VOO:17.9%;AAPL:15.1%
US:71.5;EU:13.2;APAC:6.6;EM:8.2;Other:0.5
Value:-1.0;Growth:-0.9;Quality:-0.4;Size:-0.3;Momentum:+0.8;LowVol:+0.2
NoMargin
8
30
4.3
trailing 8%
120
12.7
Volatile
31.4
5.32
3.3
115
-13
36
70
false
Rebalance
Shift +1% to bonds from equity
10
-30
BrokerB
LMT
87
null
null
Normal monitoring
-7
15
15
4
false
Increase defensive factor exposure
P9769
Hands-off
Taxable
USD
2024-12-22
341,798
17,962
323,836
1
62.4
15.9
14
7.7
VNQ:24.0%;BRK.B:24.0%;AMZN:14.3%;HYG:14.8%;IEF:22.9%
US:60.7;EU:14.2;APAC:11.5;EM:8.5;Other:5.1
Value:-0.1;Growth:+0.5;Quality:-0.6;Size:-0.9;Momentum:+0.3;LowVol:+0.5
ESGOnly
10
35
4.7
trailing 8%
90
14.2
Sideways
15.9
4.82
3.5
109
6
50
46
true
Hedge
Buy index puts 1% notional
25
8
BrokerA
MKT
96
Drift>tolerance
Hedge
Allocation drift beyond policy bands
60
-2
119
3
false
Tax-aware sells next window
P9770
Systematic
IRA
USD
2025-05-02
1,446,604
79,240
1,367,364
1
57.1
26.7
8.2
8.1
MUB:25.0%;BND:25.0%;HYG:25.0%;VTI:25.0%
US:75.7;EU:11.0;APAC:6.1;EM:5.8;Other:1.4
Value:-0.1;Growth:-0.1;Quality:+0.5;Size:+0.7;Momentum:-0.6;LowVol:+0.3
null
10
35
5
hard 12%
144
20.7
Sideways
21.5
4.1
2.8
125
10
46
53
false
Rebalance
Shift +1% to bonds from equity
26
-35
BrokerB
MKT
92
null
null
Normal monitoring
110
-10
72
3
false
Within IPS guidelines
P9771
Systematic
Roth
USD
2024-10-07
1,118,625
105,651
1,012,974
1
63.7
29.3
1.9
5.2
TSLA:33.3%;XLF:33.3%;AAPL:33.3%
US:64.2;EU:18.2;APAC:11.0;EM:5.5;Other:1.0
Value:-0.7;Growth:-0.3;Quality:-0.2;Size:+0.4;Momentum:-0.8;LowVol:+0.5
MaxPos6%
7
25
6
trailing 8%
212
25.4
Bull
16.8
3.52
2.5
100
0
50
49
false
Rebalance
Shift +1% to bonds from equity
-12
-30
BrokerB
MKT
96
null
null
Normal monitoring
107
20
69
5
false
Within IPS guidelines
P9772
Active
Taxable
USD
2024-11-27
1,675,748
148,626
1,527,122
1.07
62.8
31
1
5.2
MUB:11.7%;XLF:19.6%;VOO:21.0%;QQQ:21.0%;GLD:9.4%;TSLA:17.3%
US:72.8;EU:7.5;APAC:11.4;EM:8.2;Other:0.1
Value:-0.4;Growth:-0.1;Quality:-0.0;Size:+0.2;Momentum:0.0;LowVol:-0.6
null
7
25
4.8
trailing 9%
151
25.1
Sideways
17.1
3.76
2.2
94
-1
61
55
false
Hedge
Add TLT +1% as duration hedge
35
-6
BrokerB
MKT
97
null
null
Normal monitoring
-37
19
27
3
false
Tax-aware sells next window
P9773
Cautious
Roth
USD
2025-03-10
390,002
42,996
347,006
1
37.3
42.4
9.7
10.5
MUB:18.7%;AAPL:20.0%;XLF:30.7%;BND:30.7%
US:68.8;EU:17.0;APAC:7.4;EM:6.7;Other:0.1
Value:+0.8;Growth:-0.4;Quality:+0.6;Size:+0.8;Momentum:-0.4;LowVol:+0.2
NoMargin
8
35
5.1
hard 10%
124
13.1
Bear
24
4.21
1.9
148
-69
10
54
false
Buy
Add to core equity +1%
34
-17
BrokerD
MKT
86
null
null
Normal monitoring
-55
-43
55
5
false
Increase defensive factor exposure
P9774
Hands-off
Roth
USD
2025-02-11
421,151
27,834
393,317
1
62.9
15.5
14.9
6.7
BRK.B:12.5%;TSLA:22.6%;MUB:20.5%;XLF:21.8%;AAPL:22.6%
US:68.5;EU:11.8;APAC:12.2;EM:6.8;Other:0.7
Value:+0.4;Growth:+0.1;Quality:+0.2;Size:+0.9;Momentum:+0.8;LowVol:+0.3
MaxPos7%
8
35
6
trailing 10%
163
14.5
Sideways
20.3
4.68
2.9
115
26
57
51
false
NoAction
Within bands; monitor
23
-29
BrokerA
VWAP
92
null
null
Normal monitoring
62
-36
155
3
false
Monitor dispersion and breadth
P9775
Active
Roth
USD
2024-07-18
1,452,500
148,439
1,304,061
1
53.9
20.5
16.5
9.2
AAPL:23.4%;TLT:17.4%;BRK.B:13.2%;XLF:22.5%;TSLA:23.4%
US:74.0;EU:7.3;APAC:8.3;EM:8.0;Other:2.4
Value:+0.3;Growth:+0.8;Quality:+0.5;Size:-0.5;Momentum:-0.9;LowVol:-0.4
null
8
25
4.7
trailing 9%
222
23.5
Sideways
16.2
4.44
2.4
122
53
63
37
false
Buy
Add to core equity +1%
12
13
BrokerD
LMT
92
null
null
Normal monitoring
95
-59
233
4
false
Monitor dispersion and breadth
P9776
Cautious
Roth
USD
2024-10-19
414,452
52,691
361,761
1
45
39.8
0
15.2
AMZN:28.9%;MSFT:13.2%;VTI:28.9%;VNQ:28.9%
US:68.4;EU:15.5;APAC:5.8;EM:6.9;Other:3.5
Value:-0.2;Growth:+0.7;Quality:+0.9;Size:-0.3;Momentum:-0.2;LowVol:-0.5
NoMargin
8
25
3.8
trailing 8%
146
13.2
Volatile
26.1
3.97
3.4
132
-3
60
49
false
Rebalance
Shift +1% to bonds from equity
13
15
BrokerC
MKT
94
null
null
Normal monitoring
110
11
214
3
false
Within IPS guidelines
P9777
Opportunistic
IRA
USD
2024-12-24
1,673,634
74,149
1,599,485
1
69.5
16.2
7
7.3
MSFT:23.2%;BND:19.5%;VOO:12.4%;AAPL:23.2%;TSLA:21.8%
US:61.8;EU:20.4;APAC:8.0;EM:6.4;Other:3.4
Value:-0.6;Growth:-0.6;Quality:-0.1;Size:-0.2;Momentum:-0.6;LowVol:+0.8
MaxPos5%
10
30
6.5
trailing 7%
257
34.2
Bull
11.3
3.68
2.8
75
74
75
37
false
Rebalance
Shift +1% to bonds from equity
34
-17
BrokerC
VWAP
96
null
null
Normal monitoring
-21
-32
-32
4
false
Within IPS guidelines
P9778
Cautious
Taxable
USD
2024-08-09
829,109
100,607
728,502
1
35.6
41.6
8.3
14.6
IEF:20.5%;BND:14.0%;AMZN:17.0%;MUB:16.7%;BRK.B:20.5%;TSLA:11.3%
US:50.6;EU:18.5;APAC:14.5;EM:11.9;Other:4.5
Value:+0.6;Growth:-0.8;Quality:+0.9;Size:+0.3;Momentum:-0.2;LowVol:-0.1
ESGOnly;NoDerivatives;NoMargin
8
25
4.9
trailing 8%
134
17.4
Bull
17.4
3.89
2.9
104
20
62
40
false
Rebalance
Shift +1% to bonds from equity
-3
10
BrokerC
LMT
89
null
null
Normal monitoring
-26
7
-14
4
false
Within IPS guidelines
P9779
Systematic
IRA
USD
2025-08-05
1,648,970
74,036
1,574,934
1
64.8
25.4
1.8
8
TLT:26.6%;AMZN:26.6%;HYG:12.8%;VTI:17.5%;QQQ:16.4%
US:63.5;EU:17.3;APAC:8.8;EM:7.6;Other:2.8
Value:-0.0;Growth:-0.4;Quality:+0.6;Size:+1.0;Momentum:-0.3;LowVol:+0.5
null
5
30
4.9
trailing 8%
177
20.2
Bear
34.5
3.72
1.9
186
-104
5
89
true
Rebalance
Rebalance back to target bands
-12
4
BrokerB
VWAP
88
Drift>tolerance
Reduce
Allocation drift beyond policy bands
-59
-29
59
2
false
Tighten stops on momentum names
P9780
Active
Taxable
USD
2025-09-02
1,345,108
145,389
1,199,719
1.2
54.8
24.9
13.5
6.8
QQQ:23.5%;GLD:23.5%;BRK.B:16.5%;AMZN:20.5%;XLF:16.0%
US:69.8;EU:13.7;APAC:6.4;EM:6.9;Other:3.3
Value:+0.9;Growth:+0.7;Quality:+0.9;Size:-0.7;Momentum:-1.0;LowVol:+0.8
MaxPos8%
5
25
5.7
trailing 8%
164
16.7
Sideways
17.9
4.14
3.5
103
-10
40
55
true
Hedge
Buy index puts 1% notional
12
-15
BrokerD
MKT
86
RegimeShift
Reduce
Volatility spike and breadth deterioration
26
-35
37
2
false
Tax-aware sells next window
P9781
Active
Roth
USD
2025-05-31
621,619
40,753
580,866
1
53.7
27.3
12.5
6.6
TSLA:22.8%;BRK.B:38.6%;XLF:38.6%
US:67.1;EU:16.4;APAC:6.5;EM:6.6;Other:3.4
Value:-0.2;Growth:+0.7;Quality:-0.1;Size:+0.6;Momentum:+0.1;LowVol:+0.5
null
5
25
5
trailing 8%
148
23
Volatile
26.6
3.76
3
140
71
97
66
false
Rebalance
Shift +1% to bonds from equity
23
2
BrokerA
MKT
85
null
null
Normal monitoring
80
11
215
5
false
Tax-aware sells next window
P9782
Opportunistic
Taxable
USD
2024-11-10
1,717,589
149,894
1,567,695
1
75.1
10.4
10
4.5
MUB:33.3%;BRK.B:33.3%;IEF:33.3%
US:68.9;EU:15.6;APAC:7.3;EM:5.4;Other:2.8
Value:+0.7;Growth:-0.5;Quality:+0.6;Size:+0.4;Momentum:+0.1;LowVol:-0.5
MaxPos5%
6
25
4.3
trailing 7%
279
20.1
Volatile
21.3
4.8
4.3
117
-53
34
66
false
NoAction
Within bands; monitor
-4
-15
BrokerA
VWAP
95
null
null
Normal monitoring
80
-43
147
5
false
Within IPS guidelines
P9783
Systematic
401k
USD
2024-12-22
1,027,225
62,215
965,010
1
67.9
23.7
0
8.3
TLT:13.3%;AMZN:22.2%;BND:11.2%;VTI:22.2%;BRK.B:17.9%;MSFT:13.3%
US:67.2;EU:13.7;APAC:7.5;EM:10.7;Other:0.9
Value:+0.7;Growth:+0.8;Quality:+0.4;Size:-0.0;Momentum:-0.5;LowVol:+0.3
MaxPos5%
5
35
4.1
trailing 8%
173
26.2
Sideways
19.5
4.98
2.2
138
48
89
56
false
NoAction
Within bands; monitor
-15
-5
BrokerD
VWAP
86
null
null
Normal monitoring
22
-52
-2
3
false
Tax-aware sells next window
P9784
Opportunistic
Taxable
USD
2025-02-24
1,485,666
71,925
1,413,741
1
61.5
13.6
20.7
4.1
VOO:26.0%;VTI:37.0%;QQQ:37.0%
US:61.7;EU:9.7;APAC:12.3;EM:11.8;Other:4.6
Value:+0.9;Growth:+0.5;Quality:-0.7;Size:+0.3;Momentum:+0.1;LowVol:-0.4
null
8
25
6.2
trailing 9%
175
26.1
Bear
25.9
4.18
1.1
204
-92
5
73
true
Rebalance
Rebalance back to target bands
32
6
BrokerA
MKT
100
VAR>budget
Hedge
Risk above budget threshold
75
-41
155
5
false
Tax-aware sells next window
P9785
Opportunistic
401k
USD
2025-07-22
1,473,163
90,090
1,383,073
1
66.5
19.6
6.7
7.2
MSFT:33.3%;TSLA:33.3%;QQQ:33.3%
US:70.4;EU:16.2;APAC:4.7;EM:4.4;Other:4.3
Value:+0.4;Growth:+0.2;Quality:+0.7;Size:-0.3;Momentum:+0.3;LowVol:-0.8
MaxPos5%;NoDerivatives
10
25
5.5
hard 12%
280
33.7
Volatile
27
4.28
3.8
178
9
59
69
false
Rebalance
Shift +1% to bonds from equity
12
-32
BrokerB
MKT
91
null
null
Normal monitoring
102
-17
115
4
false
Within IPS guidelines
P9786
Hands-off
Taxable
USD
2025-02-23
491,146
40,339
450,807
1
60.4
15.3
14.4
10
TLT:15.5%;BND:9.8%;TSLA:20.4%;MUB:10.5%;XLF:21.9%;QQQ:21.9%
US:58.5;EU:12.9;APAC:15.4;EM:12.1;Other:1.2
Value:+0.3;Growth:-0.7;Quality:-0.9;Size:-0.5;Momentum:-0.5;LowVol:+0.8
ESGOnly;MaxPos7%
10
35
5.2
trailing 8%
122
16.1
Bull
13.8
4.77
2
83
11
51
52
false
Hedge
Add TLT +1% as duration hedge
35
-36
BrokerC
MKT
97
null
null
Normal monitoring
21
15
31
3
false
Monitor dispersion and breadth
P9787
Active
Taxable
USD
2024-08-05
1,318,288
151,651
1,166,637
1.08
54.9
28
7.1
9.9
BND:24.0%;VOO:12.8%;MSFT:18.4%;VTI:20.8%;GLD:24.0%
US:69.9;EU:7.8;APAC:10.5;EM:10.6;Other:1.2
Value:-0.8;Growth:+0.4;Quality:+0.8;Size:+0.3;Momentum:+0.8;LowVol:+0.2
MaxPos7%;NoDerivatives
8
30
4.7
trailing 9%
175
24
Volatile
30.7
5.27
2.6
120
-54
22
82
true
Reduce
Cut high-beta by 2-3%, add cash
20
-39
BrokerA
LMT
87
Drift>tolerance
Hedge
Allocation drift beyond policy bands
79
-19
109
3
false
Increase defensive factor exposure
P9788
Hands-off
401k
USD
2024-08-14
504,023
21,992
482,031
1
56.6
25.3
11.4
6.8
MSFT:16.4%;HYG:27.9%;BND:27.9%;AMZN:27.9%
US:61.8;EU:17.0;APAC:11.7;EM:7.0;Other:2.4
Value:-0.1;Growth:+0.6;Quality:-0.5;Size:-0.9;Momentum:+0.2;LowVol:-0.6
MaxPos6%
8
30
4.5
trailing 8%
150
14.7
Sideways
21.9
3.85
3.2
135
-26
49
50
false
Rebalance
Shift +1% to bonds from equity
34
-34
BrokerA
LMT
97
null
null
Normal monitoring
25
-12
84
5
false
Tighten stops on momentum names
P9789
Hands-off
401k
USD
2025-08-22
651,605
57,926
593,679
1
68.1
15.7
8.7
7.4
MSFT:22.5%;AAPL:16.1%;BND:22.5%;VNQ:10.5%;GLD:10.6%;AMZN:17.7%
US:66.4;EU:7.4;APAC:11.3;EM:13.0;Other:1.9
Value:-0.7;Growth:+0.1;Quality:-0.0;Size:-0.9;Momentum:+0.7;LowVol:0.0
ESGOnly;MaxPos5%
5
35
3.7
trailing 10%
98
15.5
Sideways
20.2
4.11
3.5
103
-20
48
59
false
Sell
Trim extended winner -1%
2
-24
BrokerA
MKT
97
null
null
Normal monitoring
-49
-53
-39
4
false
Tax-aware sells next window
P9790
Opportunistic
Trust
USD
2025-02-03
1,633,112
70,406
1,562,706
1.18
60.7
11.8
19
8.5
QQQ:20.3%;GLD:26.7%;IEF:26.7%;BND:14.6%;HYG:11.7%
US:76.8;EU:8.3;APAC:5.8;EM:8.8;Other:0.3
Value:+0.6;Growth:-0.9;Quality:+0.3;Size:-1.0;Momentum:-0.3;LowVol:-0.4
NoDerivatives
7
25
5.7
trailing 7%
229
27.5
Sideways
21.3
4.85
2
108
0
53
52
false
Buy
Add to core equity +1%
-4
-27
BrokerB
MKT
85
null
null
Normal monitoring
42
-44
14
5
false
Tax-aware sells next window
P9791
Active
Taxable
USD
2025-10-30
633,265
67,841
565,424
1
54.5
21.1
17.3
7.1
BND:20.9%;MSFT:21.2%;VOO:20.6%;IEF:21.2%;MUB:16.1%
US:69.7;EU:10.5;APAC:12.1;EM:4.7;Other:2.9
Value:+1.0;Growth:+0.9;Quality:-0.4;Size:-0.7;Momentum:+0.1;LowVol:0.0
NoDerivatives
10
35
4.4
trailing 8%
141
27.5
Bull
12.8
3.64
2.5
85
111
93
37
false
Rebalance
Shift +1% to bonds from equity
27
-15
BrokerA
MKT
85
null
null
Normal monitoring
-57
-21
-52
3
false
Within IPS guidelines
P9792
Opportunistic
IRA
USD
2025-07-09
1,293,707
54,249
1,239,458
1
65
11.1
16.9
7
VTI:23.5%;AMZN:23.5%;HYG:10.0%;MSFT:21.1%;TSLA:22.0%
US:62.5;EU:12.5;APAC:11.3;EM:10.3;Other:3.4
Value:-0.9;Growth:-0.5;Quality:+0.1;Size:-0.2;Momentum:+0.3;LowVol:+0.8
MaxPos8%;NoDerivatives
10
30
6.3
trailing 7%
244
26.9
Sideways
16.2
3.67
3.1
112
46
74
46
false
NoAction
Within bands; monitor
34
-13
BrokerD
MKT
0
null
null
Normal monitoring
118
18
205
3
false
Increase defensive factor exposure
P9793
Cautious
401k
USD
2025-09-18
292,189
46,552
245,637
1
52.1
37.6
0
10.4
AAPL:33.3%;MSFT:33.3%;XLF:33.3%
US:72.7;EU:7.7;APAC:7.0;EM:9.7;Other:3.0
Value:-0.1;Growth:-0.1;Quality:-0.1;Size:-0.4;Momentum:+0.7;LowVol:-0.5
ESGOnly;MaxPos8%;NoMargin
7
30
4.6
hard 10%
115
16.8
Sideways
14.6
3.94
2.5
126
60
80
39
false
Buy
Add to core equity +1%
29
-3
BrokerC
LMT
88
null
null
Normal monitoring
0
-56
128
5
false
Tighten stops on momentum names
P9794
Cautious
Roth
USD
2024-10-29
762,094
119,461
642,633
1
45.9
38.4
1.6
14
MSFT:11.6%;QQQ:24.2%;MUB:15.7%;VOO:24.2%;XLF:24.2%
US:67.1;EU:12.5;APAC:13.4;EM:4.8;Other:2.2
Value:-0.2;Growth:-0.3;Quality:-0.5;Size:-0.3;Momentum:+0.5;LowVol:+0.5
NoMargin
7
25
5.6
trailing 8%
120
13.4
Bear
27.5
4.32
1
145
-99
7
63
false
NoAction
Within bands; monitor
34
-10
BrokerA
VWAP
93
null
null
Normal monitoring
102
-24
119
4
false
Tighten stops on momentum names
P9795
Cautious
401k
USD
2025-11-13
444,969
43,868
401,101
1
41.9
42.8
0
15.3
IEF:25.9%;VNQ:26.5%;TSLA:21.2%;QQQ:26.5%
US:63.4;EU:15.8;APAC:11.9;EM:5.0;Other:3.7
Value:-0.7;Growth:-0.7;Quality:+0.7;Size:-0.8;Momentum:+0.5;LowVol:-0.6
ESGOnly;NoMargin
7
35
6
hard 10%
113
16.1
Bear
31.4
4.09
2.7
156
-89
5
65
false
NoAction
Within bands; monitor
24
-34
BrokerB
LMT
90
null
null
Normal monitoring
-39
-55
-63
5
false
Increase defensive factor exposure
P9796
Systematic
IRA
USD
2024-09-05
747,870
34,572
713,298
1
60.6
33.1
0
6.4
AMZN:32.6%;BRK.B:33.7%;IEF:33.7%
US:68.0;EU:11.6;APAC:11.3;EM:7.1;Other:2.0
Value:-0.1;Growth:+0.3;Quality:-0.0;Size:-0.6;Momentum:+0.3;LowVol:-0.6
MaxPos8%
5
25
5.3
trailing 9%
138
19.6
Volatile
20.8
4.59
2.7
158
43
63
65
false
NoAction
Within bands; monitor
-5
-31
BrokerD
LMT
92
null
null
Normal monitoring
69
-58
99
5
false
Tax-aware sells next window
P9797
Active
IRA
USD
2024-08-28
1,879,023
113,201
1,765,822
1.09
58.6
26.3
8.5
6.6
TSLA:24.2%;BND:13.7%;XLF:13.9%;VTI:24.2%;AMZN:24.2%
US:69.5;EU:11.5;APAC:7.2;EM:9.1;Other:2.7
Value:-0.1;Growth:-0.7;Quality:+0.5;Size:+0.5;Momentum:+0.2;LowVol:-0.4
MaxPos8%;NoDerivatives
6
35
4.8
trailing 8%
218
20
Bear
25
3.66
1.3
163
-19
47
65
false
Rebalance
Shift +1% to bonds from equity
-3
15
BrokerC
VWAP
90
null
null
Normal monitoring
112
-35
169
5
false
Monitor dispersion and breadth
P9798
Systematic
401k
USD
2025-04-06
894,078
38,521
855,557
1
59.9
34.4
0
5.7
XLF:33.3%;MUB:33.3%;GLD:33.3%
US:70.2;EU:7.5;APAC:7.1;EM:10.8;Other:4.4
Value:-0.1;Growth:-0.4;Quality:+0.6;Size:-0.8;Momentum:-0.2;LowVol:+0.4
null
7
25
4.3
hard 12%
209
25.4
Volatile
21.5
4.45
2
128
-23
33
51
false
Hedge
Add TLT +1% as duration hedge
-4
-29
BrokerA
LMT
90
null
null
Normal monitoring
-57
-8
64
4
false
Tighten stops on momentum names
P9799
Systematic
Roth
USD
2024-10-18
1,485,145
148,085
1,337,060
1
66.1
25.5
1.7
6.7
HYG:20.7%;AMZN:26.4%;XLF:26.4%;TSLA:26.4%
US:66.5;EU:6.8;APAC:10.3;EM:11.6;Other:4.8
Value:-0.9;Growth:-0.8;Quality:-0.2;Size:+0.6;Momentum:+0.3;LowVol:-0.6
MaxPos5%
6
35
4.1
trailing 8%
168
24.7
Bull
12.2
4.5
2.9
115
26
68
47
false
Rebalance
Shift +1% to bonds from equity
26
-34
BrokerD
MKT
99
null
null
Normal monitoring
55
-50
163
4
false
Tax-aware sells next window
P9800
Cautious
Trust
USD
2024-08-30
167,101
26,344
140,757
1
50
31.1
6.2
12.7
MUB:25.0%;TLT:25.0%;VTI:25.0%;VOO:25.0%
US:57.8;EU:18.9;APAC:9.8;EM:9.4;Other:4.1
Value:+0.7;Growth:-0.8;Quality:+0.3;Size:-1.0;Momentum:-0.1;LowVol:-0.4
ESGOnly;NoDerivatives;NoMargin
6
30
5.3
trailing 8%
146
14.2
Bull
14.4
4.21
2.9
105
91
100
29
false
Sell
Trim extended winner -1%
-4
-28
BrokerC
LMT
85
null
null
Normal monitoring
5
20
85
4
false
Increase defensive factor exposure